+103.8%
USB vs JBL
+100.1%
+3.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.3% |
| 7D | +2.6% | +6.3% | -3.8% | +1.3% |
| 30D | +8.4% | -13.5% | +21.9% | +11.2% |
| 3M | -5.5% | -31.3% | +25.8% | +1.2% |
| 6M | +17.7% | -28.4% | +46.2% | +24.0% |
| YTD | +17.6% | +11.6% | +6.0% | +9.7% |
| 1Y | +33.9% | +26.1% | +7.8% | +20.8% |
| 3Y | +103.8% | +97.4% | +6.5% | +52.9% |
| All | +103.8% | +100.1% | +3.7% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling